• CME Group Announces New Minimum Block Trade Thresholds for CBOT Ultra T-Bond Futures and Intercommodity Spreads for CBOT Interest Rate Futures

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-5576
      • Notice Date
      • 14 January 2011
      • Effective Date
      • 01 February 2011

    • Effective Tuesday, February 1, 2011, CME Group ("Exchange") will lower the minimum block trade threshold for Chicago Board of Trade ("CBOT") Long-Term U.S. Treasury Bond futures ("Ultra T-Bond") during Regular Trading Hours ("RTH") from 3,000 contracts to 2,000 contracts. No changes are being made to the minimum block trade thresholds applicable during European Trading Hours ("ETH") and Asian Trading Hours ("ATH").

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